+259.1%
MP vs ALK
+12.7%
+246.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +8.8% | -13.8% | -9.1% |
| 7D | -12.5% | +12.4% | -25.0% | -17.7% |
| 30D | -23.3% | +2.1% | -25.4% | -24.5% |
| 3M | -24.4% | -23.9% | -0.5% | -15.3% |
| 6M | -45.8% | +8.2% | -54.0% | -49.5% |
| YTD | -28.9% | -20.5% | -8.4% | -24.7% |
| 1Y | -34.6% | -1.0% | -33.6% | -38.1% |
| 3Y | +118.7% | +19.2% | +99.5% | +61.4% |
| 5Y | -3.1% | -28.2% | +25.2% | -5.0% |
| All | +259.1% | +12.7% | +246.4% | +206.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling